-24.3%
VIR vs SPY
+184.4%
-208.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | -6.7% | -0.8% | -6.0% | -6.2% |
| 30D | +18.5% | -1.1% | +19.6% | +19.5% |
| 3M | +24.6% | +3.9% | +20.8% | +21.1% |
| 6M | +8.1% | +13.6% | -5.5% | -1.1% |
| YTD | +76.1% | +12.7% | +63.4% | +62.5% |
| 1Y | +103.1% | +17.5% | +85.6% | +82.9% |
| 3Y | -1.0% | +76.9% | -77.9% | -27.6% |
| 5Y | -79.5% | +83.6% | -163.0% | -85.5% |
| All | -24.3% | +184.4% | -208.7% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling